Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1559926.4771 | 1476043.2011 | 83883.276 | 381050.219 | 5558804.7216 | -5177754.5026 |
Total P&L (%) | 1559.9265 | 1476.0432 | 83.8833 | 381.0502 | 5558.8047 | -5177.7545 |
Avg Daily Profit (%) | 0.655 | 0.6198 | 0.0352 | 0.066 | 0.1696 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -222749 | -141097 | -101663 | -8737971 | -5864237 | -5646588 |
Profit Factor | 2.5118 | 3.8259 | 1.1646 | 1.0109 | 1.3338 | 0.7148 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 47 | 19 | 28 | 47 | 19 | 28 |
Losing Trades | 109 | 59 | 50 | 109 | 59 | 50 |
Profitability (%) | 30.1282 | 24.359 | 35.8974 | 30.1282 | 24.359 | 35.8974 |
Ratio Avg Win / Avg Loss | 5.8253 | 11.8805 | 2.0797 | 2.3445 | 4.1418 | 1.2765 |
Largest Winning Trade | 1069245 | 1069245 | 68240 | 7071472 | 7071472 | 3278369 |
Largest Losing Trade | -37755 | -27624 | -37755 | -2100370 | -1437412 | -2100370 |
Avg Bars in Trades | 30 | 25 | 34 | 30 | 25 | 34 |
Avg Bars in Winners | 74 | 73 | 75 | 74 | 73 | 75 |
Avg Bars in Losers | 10 | 10 | 10 | 10 | 10 | 10 |
Bars Traded | 4690 | 2015 | 2675 | 4690 | 2015 | 2675 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 352953 | -48260 | -224094 | -319117 | -57640 | -619053 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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